Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis Export

@article{citeulike:6086697, abstract = {We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data.}, author = {Wichert, Laura and Wilke, Ralf A.}, citeulike-article-id = {6086697}, citeulike-linkout-0 = {http://ssrn.com/abstract=838125}, citeulike-linkout-1 = {http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1000857_code377050.pdf?abstractid=838125&mirid=1}, day = {06}, journal = {Social Science Research Network Working Paper Series}, keywords = {survival\_analysis}, month = {November}, posted-at = {2009-11-08 22:21:37}, priority = {2}, publisher = {SSRN}, title = {{Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis}}, url = {http://ssrn.com/abstract=838125}, year = {2005} }

TY - JOUR ID - citeulike:6086697 L3 - citeulike-article-id:6086697 N2 - We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data. JF - Social Science Research Network Working Paper Series TI - {Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis} PB - SSRN KW - survival_analysis AU - Wichert, Laura AU - Wilke, Ralf PY - 2005/November/06/ UR - http://ssrn.com/abstract=838125 ER -